Generated on 2014/06/19 at 04:57:47 AM


Type List | Item List

Approach Item: Monitor Financial Market-based Indicators



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Description (HTML) These measures provide a high-frequency readout of vulnerabilities and can be combined with other models. For example, a tool identifying market conditions in which investors are under-compensated for risk can be paired with balance sheet data indicating excessive leverage, which together could signal a potential vulnerability. A weakness of market-based financial stability indicators is that they tend to be coincident rather than predictive, and they may be unreliable during periods of stress.
Source Description OFR 2013 Annual Report
Source URL http://www.treasury.gov/initiatives/ofr/about/Documents/OFR_AnnualReport2013_FINAL_12-17-2013_Accessible.pdf
Document No document attached...
Item Quality Status (Item Quality Status) Incomplete
Updated by webea.09
Updated on 2014-04-11 16:37:38
included in included in
Monitoring Tools, Financial StabilityApproach Monitoring Tools, Financial Stability
includes includes
Measure Asset PositioningMethod Measure Asset Positioning
Measure Economic Activities
Measure Financial Institutions Debt/Obligations
Measure Household Ability to Service Debt
Measure Interest Rate Risk
Measure Market Liquidity
Risk Appetite